High Cotton Company, LLC : Investment Program

archived programs
Year-to-Date
N / A
Dec Performance
0.00%
Min Investment
$ 0k
Mgmt. Fee
0%
Perf. Fee
0%
Annualized Vol
4.69%
Sharpe (RFR=1%)
-1.06
CAROR
-
Assets
$ 0k
Worst DD
-7.52
S&P Correlation
0.23

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Dec Qtr YTD 1yr 3yr 5yr 10yr Since
7/2008
Investment Program 0.00 - - - - - - -5.93
S&P 500 1.78 - - - - - - 155.34
+/- S&P 500 -1.78 - - - - - - -161.28

Strategy Description

Summary

-HCC utilizes technical analysis, economic and global data to make speculative trades in the e-Mini S&P 500 and e-Mini NASDAQ 100 stock index futures markets. Positions in these contracts are based on a proprietary, short term trading strategy developed by HCC. Approximately 95% of... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 0k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 0%
Average Commission $0
Available to US Investors Request Information

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-HCC utilizes technical analysis, economic and global data to make speculative trades in the e-Mini S&P 500 and e-Mini NASDAQ 100 stock index futures markets. Positions in these contracts are based on a proprietary, short term trading strategy developed by HCC. Approximately 95% of the strategy is systematic and 5% discretionary. HCC establishes predetermined exit strategies on all positions prior to entry. The firm will not maintain a position overnight. All positions will be offset by the close of that commodity's trading day.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-7.52 3 - 9/1/2008 12/1/2008
-1.52 1 1 7/1/2008 8/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
2.18 1 9/1/2008 9/1/2008
1.46 1 1/1/2009 1/1/2009
0.61 1 7/1/2008 7/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
-7.52 3 10/1/2008 12/1/2008
-1.52 1 8/1/2008 8/1/2008
-0.98 11 2/1/2009 12/1/2009
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods18.0016.0013.007.00
Percent Profitable16.6712.507.6914.29
Average Period Return-0.33-1.10-2.38-4.35
Average Gain1.420.850.470.47
Average Loss-2.04-3.21-4.49-5.15
Best Period2.181.240.470.47
Worst Period-3.46-7.52-7.09-7.09
Standard Deviation1.352.152.832.64
Gain Standard Deviation0.790.55
Loss Standard Deviation1.132.222.171.72
Sharpe Ratio (1%)-0.31-0.63-1.02-2.03
Average Gain / Average Loss0.690.270.100.09
Profit / Loss Ratio0.420.090.010.02
Downside Deviation (10%)1.433.125.569.67
Downside Deviation (5%)1.242.463.965.88
Downside Deviation (0%)1.202.333.614.99
Sortino Ratio (10%)-0.52-0.75-0.87-0.97
Sortino Ratio (5%)-0.33-0.55-0.73-0.91
Sortino Ratio (0%)-0.28-0.47-0.66-0.87

Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.